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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,051 papers · 148 categories

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12.5%25.0%37.5%50.0% · Nov 199319922001200920182026
48 results for Mixed Distributions

The paper derives an integral formula for mixed scalar curvature of singular distributions.

problem Differential geometry of singular distributions on Riemannian manifolds.
method Proves divergence theorem and Codazzi equation for singular distributions.
result Derives an integral formula for mixed scalar curvature of singular distributions.

In this paper we introduce a new parametric distribution, the Mixed Tempered Stable. It has the same structure of the Normal Variance Mean Mixtures but the normality assumption leaves place to a semi-heavy tailed distribution. We show that, by choosing appropriately the parameters of the distribution and under the conc…

2014-05-29abs ↗pdf ↗

The multivariate version of the Mixed Tempered Stable is proposed. It is a generalization of the Normal Variance Mean Mixtures. Characteristics of this new distribution and its capacity in fitting tails and capturing dependence structure between components are investigated. We discuss a random number generating procedu…

2016-09-04abs ↗pdf ↗

Develops a new method for learning discrete distributions without embedding them in a continuous space.

problem Challenges in learning discrete distributions using current methodologies.
method Introduces a MAD invertible map and a mixed variational flow (MAD Mix) for discrete distributions.
result MAD Mix produces more reliable approximations than continuous-embedding flows.

New method separates mixed distributions without requiring samples of each source.

problem Separating mixed distributions in machine learning and signal processing.
method Neural Egg Separation method iteratively learns to separate known from unknown distributions.
result Neural Egg Separation outperforms current methods in audio and image separation tasks.

This paper resolves the Langevin Algorithm's mixing time for log-concave distributions.

problem Resolving the mixing time of the Langevin Algorithm for log-concave sampling.
method Introducing Privacy Amplification by Iteration to analyze Rényi divergence and Optimal Transport smoothing.
result Optimal mixing bounds for the Langevin Algorithm in log-concave sampling settings.

This work improves mixing rates for Bayesian CART, a key component of BART.

problem Understanding and improving mixing rates for Bayesian inference with MCMC.
method Derived upper bounds on mixing times, provided sufficient conditions for polynomial mixing, and proposed Twiggy Bayesian CART.
result Twiggy Bayesian CART achieves polynomial mixing without assuming signal connectivity.

Study separates interventions on a causal Bayesian network using aggregate observations.

problem Separate multiple interventions on a causal Bayesian network using aggregate marginals.
method Constructive algorithm for exact recovery of mixing proportions under simple assumptions, optimization framework for estimation when exact marginals are not available.
result Identifiability of mixing proportions under certain conditions, estimation of proportions when exact marginals are not known.

New model for detecting communities in weighted bipartite networks.

problem No model for community detection in overlapping bipartite weighted networks.
method Introduces BiMMDF model allowing any distribution with block structure.
result Efficient algorithm with theoretical guarantee of consistent estimation.

We present a mixed multinomial logit (MNL) model, which leverages the truncated stick-breaking process representation of the Dirichlet process as a flexible nonparametric mixing distribution. The proposed model is a Dirichlet process mixture model and accommodates discrete representations of heterogeneity, like a laten…

2018-01-19abs ↗pdf ↗

Paper presents a method to estimate mixed-variable distributions.

problem Estimating joint, conditional, and marginal distributions from mixed data.
method Graph representation of data, eigenvector equations for distribution estimation.
result Method successfully estimates distributions for various machine learning tasks.

New bounds for SMC show its advantage over MCMC in multimodal distributions.

problem Estimating expectations under multimodal distributions with slow global mixing.
method Proves finite sample complexities for SMC with local mixing times, addressing bias through sequential resampling.
result SMC provides fully polynomial time approximation for multimodal problems.

Logit-Coordinate models improve representation of mixed data types.

problem Representation of mixed continuous-categorical data in generative models.
method Logit-coordinate framework combining categorical and continuous variables.
result Logit-Coordinate models outperform one-hot encoding in simulations and real data.

Methodology for visualizing labeled datasets with mixed features.

problem Visualization of labeled mixed-featured datasets.
method Developed a Max-Ratio Projection (MRP) method for continuous features and extended it to datasets with discrete and continuous features using Gaussianized distributional transforms and copula models.
result Visualization of labeled mixed-featured datasets using Max-Ratio Projection and Gaussianized distributional transforms.

NUTS mixing time scales as d^(1/4) for Gaussian distributions.

problem Improving the efficiency of the No-U-Turn Sampler (NUTS) for Gaussian distributions.
method Coupling argument leveraging geometric structure of Gaussian concentration, uniformity analysis of NUTS transitions.
result The mixing time of NUTS scales as d^(1/4) for Gaussian distributions, up to logarithmic factors.

New method combines domain changes and sparse mixing for better latent variable learning.

problem Challenges in identifying latent variables due to insufficient domain changes and violated sparsity constraints.
method Combines sufficient changes and sparse mixing constraints, using domain encoding networks and variational autoencoders.
result Identifiability of latent variables achieved with less restrictive constraints.

Bayesian models that mix multiple Dirichlet prior parameters, called Multi-Dirichlet priors (MD) in this paper, are gaining popularity. Inferring mixing weights and parameters of mixed prior distributions seems tricky, as sums over Dirichlet parameters complicate the joint distribution of model parameters. This paper s…

2017-08-17abs ↗pdf ↗

A new model for detecting overlapping communities in weighted networks.

problem Community detection in overlapping weighted networks with mixed membership and edge weights.
method Mixed membership distribution-free (MMDF) model with an efficient spectral algorithm and fuzzy weighted modularity.
result The MMDF model can estimate community memberships and evaluate community quality for weighted networks.

"Mixed Data" comprising a large number of heterogeneous variables (e.g. count, binary, continuous, skewed continuous, among other data types) are prevalent in varied areas such as genomics and proteomics, imaging genetics, national security, social networking, and Internet advertising. There have been limited efforts a…

2014-11-02abs ↗pdf ↗

Reweighted ALPS improves sampling from multimodal distributions using warm start points.

problem Sampling from multimodal distributions is hard due to exponential mixing times.
method Introduces Reweighted ALPS, a modified Annealed Leap-Point Sampler that uses warm start points.
result First polynomial-time bound for Re-ALPS in a general setting, under a natural assumption.

This paper addresses the problem of identifying a lower dimensional space where observed data can be sparsely represented. This under-complete dictionary learning task can be formulated as a blind separation problem of sparse sources linearly mixed with an unknown orthogonal mixing matrix. This issue is formulated in a…

2009-08-31abs ↗pdf ↗

Improved Metropolized HMC mixing time with multi-step gradients.

problem Improving the efficiency of sampling from complex probability distributions.
method Analyzing Metropolized HMC with multi-step integrators and applying sharpening techniques.
result Non-asymptotic upper bound on mixing time for Metropolized HMC with explicit step-size and leapfrog steps.

The paper analyzes convergence rates of Langevin dynamics and Proximal Sampler using ΦΦ-divergence.

problem Analyzing convergence rates of Langevin dynamics and Proximal Sampler.
method Extending mixing time analyses to ΦΦ-divergence, using strong data processing inequalities.
result Convergence of ΦΦ-divergence to 0 exponentially fast along Unadjusted Langevin Algorithm and Proximal Sampler.

New online imputation method for mixed data improves accuracy and speed.

problem Missing value imputation in online settings for mixed data types.
method Online Gaussian copula model for imputation and change point detection.
result The model improves accuracy and speed, especially on large datasets.

PVI improves SIVI by directly optimizing ELBO without parametric assumptions.

problem Intractable variational densities in SIVI methods.
method Particle Variational Inference (PVI) using empirical measures to approximate optimal mixing distributions.
result PVI directly optimizes the ELBO and performs favorably compared to other SIVI methods.

Score-based methods fail with isolated components and incorrect mixing proportions.

problem Score-based methods struggle with distributions having isolated components and incorrect mixing proportions.
method Score-based methods, including score matching, are used but fail in the presence of isolated components and incorrect mixing proportions.
result Score-based methods cannot discover isolated components or identify correct mixing proportions.

A new model estimates mixed memberships for categorical data with weighted responses.

problem Limited applicability of existing GoM model to weighted categorical data.
method Proposes Weighted Grade of Membership (WGoM) model, relaxing distribution constraints.
result WGoM can describe any response matrix with finite distinct elements.

Directed acyclic graphs (DAGs) are a popular framework to express multivariate probability distributions. Acyclic directed mixed graphs (ADMGs) are generalizations of DAGs that can succinctly capture much richer sets of conditional independencies, and are especially useful in modeling the effects of latent variables im…

2010-08-31abs ↗pdf ↗

We present a general-purpose method to train Markov chain Monte Carlo kernels, parameterized by deep neural networks, that converge and mix quickly to their target distribution. Our method generalizes Hamiltonian Monte Carlo and is trained to maximize expected squared jumped distance, a proxy for mixing speed. We demon…

2017-11-25abs ↗pdf ↗

Training on mixed distributions improves test performance even when components are unrelated.

problem Improving test performance with mismatched training and test distributions.
method Analyzing mixture distributions with different training and test proportions.
result Distribution shift can be beneficial, improving test performance even when components are unrelated.

The paper improves SMC algorithm for multi-modal distributions by proving variance bounds.

problem Problems with SMC on multi-modal distributions, especially in terms of mixing time.
method Proves variance bounds for SMC on multi-modal distributions using soft decomposition.
result Bounds on SMC variance depend on local rather than global mixing times.